ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 10-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
117-31 |
117-30 |
-0-01 |
0.0% |
118-27 |
| High |
118-11 |
118-00 |
-0-11 |
-0.3% |
119-18 |
| Low |
117-23 |
117-13 |
-0-10 |
-0.3% |
118-00 |
| Close |
117-31 |
117-27 |
-0-04 |
-0.1% |
118-06 |
| Range |
0-20 |
0-19 |
-0-01 |
-5.0% |
1-18 |
| ATR |
0-30 |
0-29 |
-0-01 |
-2.6% |
0-00 |
| Volume |
2,892 |
16,918 |
14,026 |
485.0% |
243,302 |
|
| Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-17 |
119-09 |
118-05 |
|
| R3 |
118-30 |
118-22 |
118-00 |
|
| R2 |
118-11 |
118-11 |
117-30 |
|
| R1 |
118-03 |
118-03 |
117-29 |
117-30 |
| PP |
117-24 |
117-24 |
117-24 |
117-21 |
| S1 |
117-16 |
117-16 |
117-25 |
117-10 |
| S2 |
117-05 |
117-05 |
117-24 |
|
| S3 |
116-18 |
116-29 |
117-22 |
|
| S4 |
115-31 |
116-10 |
117-17 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-09 |
122-09 |
119-02 |
|
| R3 |
121-23 |
120-23 |
118-20 |
|
| R2 |
120-05 |
120-05 |
118-15 |
|
| R1 |
119-05 |
119-05 |
118-11 |
118-28 |
| PP |
118-19 |
118-19 |
118-19 |
118-14 |
| S1 |
117-19 |
117-19 |
118-01 |
117-10 |
| S2 |
117-01 |
117-01 |
117-29 |
|
| S3 |
115-15 |
116-01 |
117-24 |
|
| S4 |
113-29 |
114-15 |
117-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-18 |
117-13 |
2-05 |
1.8% |
0-26 |
0.7% |
20% |
False |
True |
15,146 |
| 10 |
119-18 |
117-13 |
2-05 |
1.8% |
0-25 |
0.7% |
20% |
False |
True |
131,116 |
| 20 |
119-18 |
115-29 |
3-21 |
3.1% |
0-29 |
0.8% |
53% |
False |
False |
228,348 |
| 40 |
119-18 |
115-08 |
4-10 |
3.7% |
1-00 |
0.8% |
60% |
False |
False |
240,306 |
| 60 |
119-18 |
114-16 |
5-02 |
4.3% |
1-00 |
0.8% |
66% |
False |
False |
218,638 |
| 80 |
123-00 |
114-16 |
8-16 |
7.2% |
1-01 |
0.9% |
39% |
False |
False |
202,511 |
| 100 |
123-00 |
114-16 |
8-16 |
7.2% |
1-02 |
0.9% |
39% |
False |
False |
162,331 |
| 120 |
123-03 |
114-16 |
8-19 |
7.3% |
1-02 |
0.9% |
39% |
False |
False |
135,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-17 |
|
2.618 |
119-18 |
|
1.618 |
118-31 |
|
1.000 |
118-19 |
|
0.618 |
118-12 |
|
HIGH |
118-00 |
|
0.618 |
117-25 |
|
0.500 |
117-22 |
|
0.382 |
117-20 |
|
LOW |
117-13 |
|
0.618 |
117-01 |
|
1.000 |
116-26 |
|
1.618 |
116-14 |
|
2.618 |
115-27 |
|
4.250 |
114-28 |
|
|
| Fisher Pivots for day following 10-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-26 |
117-28 |
| PP |
117-24 |
117-28 |
| S1 |
117-22 |
117-27 |
|